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Independent component analysis (ICA) is a computational method for separating a multivariate signal into subcomponents assuming the mutual statistical independence of the non-Gaussian source signals. The classical Independent Components…

Information Theory · Computer Science 2015-05-19 Huy Nguyen , Rong Zheng

We consider semiparametric location-scatter models for which the $p$-variate observation is obtained as $X=\Lambda Z+\mu$, where $\mu$ is a $p$-vector, $\Lambda$ is a full-rank $p\times p$ matrix and the (unobserved) random $p$-vector $Z$…

Statistics Theory · Mathematics 2012-02-24 Pauliina Ilmonen , Davy Paindaveine

In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality…

Statistics Theory · Mathematics 2023-04-03 Arnab Auddy , Ming Yuan

Independent Component Analysis (ICA) is intended to recover the mutually independent sources from their linear mixtures, and F astICA is one of the most successful ICA algorithms. Although it seems reasonable to improve the performance of F…

Machine Learning · Statistics 2022-02-09 YunPeng Li

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian…

Machine Learning · Statistics 2017-11-30 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

We describe a method for unmixing mixtures of freely independent random variables in a manner analogous to the independent component analysis (ICA) based method for unmixing independent random variables from their additive mixtures. Random…

Machine Learning · Computer Science 2022-02-08 Hao Wu , Raj Rao Nadakuditi

Independent Component Analysis (ICA) is a classical method for recovering latent variables with useful identifiability properties. For independent variables, cumulant tensors are diagonal; relaxing independence yields tensors whose zero…

Statistics Theory · Mathematics 2025-10-10 Alvaro Ribot , Anna Seigal , Piotr Zwiernik

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

Independent component analysis (ICA) is a blind source separation method for linear disentanglement of independent latent sources from observed data. We investigate the special setting of noisy linear ICA where the observations are split…

Machine Learning · Computer Science 2023-03-06 Teodora Pandeva , Patrick Forré

Independent component analysis (ICA) is a powerful tool for decomposing a multivariate signal or distribution into fully independent sources, not just uncorrelated ones. Unfortunately, most approaches to ICA are not robust against outliers.…

Computation · Statistics 2025-05-15 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw , Tom Van Deuren , Tim Verdonck

Independent Component Analysis (ICA) aims to find a coordinate system in which the components of the data are independent. In this paper we construct a new nonlinear ICA model, called WICA, which obtains better and more stable results than…

Machine Learning · Computer Science 2020-12-11 Andrzej Bedychaj , Przemysław Spurek , Aleksandra Nowak , Jacek Tabor

Independent component analysis (ICA) aims at decomposing an observed random vector into statistically independent variables. Deflation-based implementations, such as the popular one-unit FastICA algorithm and its variants, extract the…

Machine Learning · Statistics 2016-11-15 Vicente Zarzoso , Pierre Comon

Compressive learning forms the exciting intersection between compressed sensing and statistical learning where one exploits forms of sparsity and structure to reduce the memory and/or computational complexity of the learning task. In this…

Machine Learning · Statistics 2021-10-18 Michael P. Sheehan , Mike E. Davies

We propose a new method of independent component analysis (ICA) in order to extract appropriate features from high-dimensional data. In general, matrix factorization methods including ICA have a problem regarding the interpretability of…

Machine Learning · Statistics 2024-10-18 Yusuke Endo , Koujin Takeda

A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is proposed for the estimation of the shape matrix of an elliptical…

Statistics Theory · Mathematics 2011-11-10 Marc Hallin , Hannu Oja , Davy Paindaveine

For statistical analysis of functional Magnetic Resonance Imaging (fMRI) data sets, we propose a data-driven approach based on Independent Component Analysis (ICA) implemented in a new version of the AnalyzeFMRI R package. For fMRI data…

Computation · Statistics 2013-07-22 Cécile Bordier , Michel Dojat , Pierre Lafaye de Micheaux

Although approaches to Independent Component Analysis (ICA) based on characteristic function seem theoretically elegant, they may suffer from implementational challenges because of numerical integration steps or selection of tuning…

Methodology · Statistics 2025-11-07 Vincent Starck

Independent component analysis (ICA) is a widely used BSS method that can uniquely achieve source recovery, subject to only scaling and permutation ambiguities, through the assumption of statistical independence on the part of the latent…

Machine Learning · Statistics 2018-01-29 Zois Boukouvalas

Independent component analysis (ICA) is the problem of efficiently recovering a matrix $A \in \mathbb{R}^{n\times n}$ from i.i.d. observations of $X=AS$ where $S \in \mathbb{R}^n$ is a random vector with mutually independent coordinates.…

Machine Learning · Computer Science 2015-09-03 Joseph Anderson , Navin Goyal , Anupama Nandi , Luis Rademacher

Nonlinear independent component analysis (ICA) is a general framework for unsupervised representation learning, and aimed at recovering the latent variables in data. Recent practical methods perform nonlinear ICA by solving a series of…

Machine Learning · Computer Science 2019-11-04 Hiroaki Sasaki , Takashi Takenouchi , Ricardo Monti , Aapo Hyvärinen